Historical Volatility (Parkinson) (120-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

AVANOS MEDICAL, INC. (AVNS) had 120-Day Historical Volatility (Parkinson) of 0.3942 for 2022-05-20.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4440
Historical Volatility (Parkinson)	0.3942
Implied Volatility (Calls)	0.5952
Implied Volatility (Puts)	0.5872
Implied Volatility (Mean)	0.5912
Put-Call Implied Volatility Ratio	0.9866
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.0000
Put-Call Ratio (Open Interest)	0.7519
Forward Price	31.32
Call Breakeven Price	32.70
Put Breakeven Price	25.76
Option Breakeven Price	28.33

Data from Quantcha